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  • Claims on Corporates, including Insurance Companies

    • CA-4.2.14

      Risk weighting for corporates including insurance companies is as follows:

      Credit assessment AAA to AA- A+ to A- BBB+ to BB- Below BB- Unrated
      Risk weight 20% 50% 100% 150% 100%
      Apr 08

    • CA-4.2.15

      Risk weighting for unrated (corporate) claims will be reviewed and where appropriate, may be increased by the CBB. Credit facilities to small/medium enterprises may be placed in the regulatory retail portfolio in limited cases below.

      Amended January 2009
      Apr 08